[R] Regarding fitted value

[Rui Barradas]

Hello,

You get the fitted values for years 2000, ..., 2019.
Those values are the original series minus the residuals:

f <- fitted(model1)
g <- yy - resid(model1)
identical(f, g)          # returns TRUE


If you want to *forecast*, this will give you the default h = 10
forecasts.

fc <- forecast(model1)
plot(fc)


Hope this helps,

Rui Barradas

Às 23:31 de 01/02/21, Md. Moyazzem Hossain escreveu:
> Dear Rui Barradas
> 
> Thank you very much for your reply.
> 
> However, still now, I have a confusion whether I get the fitted value 
> for the year 2000, 2001, ..., 2020 or 2001, 2002, ..., 2021.
> 
> Need any more help.
> 
> Thanks in advance.
> 
> Md
> 
> On Thu, Jan 28, 2021 at 4:47 PM Rui Barradas <ruipbarradas using sapo.pt 
> <mailto:ruipbarradas using sapo.pt>> wrote:
> 
>     Hello,
> 
>       From help('forecast::fitted.Arima'):
> 
>     h       The number of steps to forecast ahead.
> 
> 
>     So you have the default h = 1 step ahead forecast for your model.
> 
> 
>     Hope this helps,
> 
>     Rui Barradas
> 
>     Às 12:13 de 28/01/21, Md. Moyazzem Hossain escreveu:
>      >   Dear R-experts,
>      >
>      > I hope that all of you are doing well. I got the filled value
>     from the
>      > ARIMA model.
>      >
>      > I use the following working code. But I am not clear whether I
>     got the
>      > fitted value for each *corresponding time* of the original data
>     point like
>      > 2000, 2001, 2020 or get a *one-step-ahead* fitted value. Please
>     suggest me
>      > any reference for further reading to my understanding.
>      >
>      > ########################
>      >
>     y<-c(120,340,250,430,125,324,763,458,763,905,765,456,234,345,654,654,567,876,907,456)
>      > library(forecast)
>      > library(tseries)
>      > yy=ts(y, start=c(2000,1))
>      >
>      > model1=Arima(yy,order=c(0,2,1), lambda = NULL,method='ML')
>      > model1
>      >
>      > f <- fitted( model1)
>      > plot(yy)
>      > plot(f)
>      >
>      > Thanks in advance.
>      >
> 
> 
> 
> -- 
> Best Regards,
> Md. Moyazzem Hossain
> Associate Professor
> Department of Statistics
> Jahangirnagar University
> Savar, Dhaka-1342
> Bangladesh
> Website: http://www.juniv.edu/teachers/hossainmm
> Research: *Google Scholar 
> <https://scholar.google.com/citations?user=-U03XCgAAAAJ&hl=en&oi=ao>*; 
> *ResearchGate <https://www.researchgate.net/profile/Md_Hossain107>*; 
> *ORCID iD <https://orcid.org/0000-0003-3593-6936>*